scikit-optimize 0.10.2
pip install scikit-optimize
Released:
Sequential model-based optimization toolbox.
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- License: BSD License (BSD 3-clause)
- Author: The scikit-optimize contributors
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Project description
Scikit-Optimize
Scikit-Optimize, orskopt, is a simple and efficient library foroptimizing (very) expensive and noisy black-box functions. It implementsseveral methods for sequential model-based optimization.skopt aimsto be accessible and easy to use in many contexts.
The library is built on top of NumPy, SciPy, and Scikit-Learn.
We do not perform gradient-based optimization. For gradient-basedoptimization algorithms look atscipy.optimizehere.
Approximated objective function after 50 iterations ofgp_minimize.Plot made usingskopt.plots.plot_objective.
Maintaining the codebase
This repo is a copy of the original repositoy athttps://github.com/scikit-optimize/scikit-optimize/.As the original repo is now in read-only mode, i decided to continue the development on it on my own.I still have credentials for pypi, so I will publish new releases athttps://pypi.org/project/scikit-optimize/.I did my best to include all open PR since 2021 in the new release of scikit-optimize 0.10.
https://scikit-optimize.github.io/ has been moved tohttp://scikit-optimize.readthedocs.io/.
Important links
Project websitehttps://scikit-optimize.readthedocs.io/
Example notebooks - can be found inexamples.
Issue tracker -https://github.com/holgern/scikit-optimize/issues
Conda feedstock -https://github.com/conda-forge/scikit-optimize-feedstock
Install
scikit-optimize requires
Python >= 3.8
NumPy (>= 1.20.3)
SciPy (>= 0.19.1)
joblib (>= 0.11)
scikit-learn >= 1.0.0
matplotlib >= 2.0.0
You can install the latest release with:
pip install scikit-optimize
This installs the essentials. To install plotting functionality,you can instead do:
pip install 'scikit-optimize[plots]'
This will additionally install Matplotlib.
If you’re using Anaconda platform, there is aconda-forgepackage of scikit-optimize:
conda install -c conda-forge scikit-optimize
Using conda-forge is probably the easiest way to install scikit-optimize onWindows.
Getting started
Find the minimum of the noisy functionf(x) over the range-2 < x < 2 withskopt:
importnumpyasnpfromskoptimportgp_minimizedeff(x):return(np.sin(5*x[0])*(1-np.tanh(x[0]**2))+np.random.randn()*0.1)res=gp_minimize(f,[(-2.0,2.0)])For more control over the optimization loop you can use theskopt.Optimizerclass:
fromskoptimportOptimizeropt=Optimizer([(-2.0,2.0)])foriinrange(20):suggested=opt.ask()y=f(suggested)opt.tell(suggested,y)print('iteration:',i,suggested,y)Read ourintroduction to bayesianoptimizationand the otherexamples.
Development
The library is still experimental and under development. Checkoutthenextmilestonefor the plans for the next release or look at someeasyissuesto get started contributing.
The development version can be installed through:
git clone https://github.com/holgern/scikit-optimize.gitcd scikit-optimizepip install -e .
Run all tests by executingpytest in the top level directory.
To only run the subset of tests with short run time, you can usepytest-m 'fast_test' (pytest-m 'slow_test' is also possible). To exclude all slow running tests trypytest-m 'not slow_test'.
This is implemented using pytestattributes. If a tests runs longer than 1 second, it is marked as slow, else as fast.
All contributors are welcome!
Pre-commit-config
Installation
pip install pre-commit
Using homebrew
brew install pre-commitpre-commit --versionpre-commit 2.10.0
Install the git hook scripts
pre-commit install
Run against all the files
pre-commit run --all-filespre-commit run --show-diff-on-failure --color=always --all-files
Update package rev in pre-commit yaml
pre-commit autoupdatepre-commit run --show-diff-on-failure --color=always --all-files
Making a Release
The release procedure is almost completely automated. By tagging a new release,CI will build all required packages and push them to PyPI. To make a release,create a new issue and work through the following checklist:
[ ] check if the dependencies insetup.py are valid or need unpinning,
[ ] check that thedoc/whats_new/v0.X.rst is up-to-date,
[ ] did the last build of master succeed?
[ ] create a [new release](https://github.com/holgern/scikit-optimize/releases),
[ ] ping [conda-forge](https://github.com/conda-forge/scikit-optimize-feedstock).
Before making a release, we usually create a release candidate. If the nextrelease is v0.X, then the release candidate should be tagged v0.Xrc1.Mark the release candidate as a “pre-release” on GitHub when you tag it.
Made possible by
The scikit-optimize project was made possible with the support of
If your employer allows you to work on scikit-optimize during the day and would likerecognition, feel free to add them to the “Made possible by” list.
Project details
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- Author: The scikit-optimize contributors
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